Numerical Methods for Pricing Discretely Monitored Consecutive Parisian Options

Author/​Artist
Asuncion-Cruz, Armando [Browse]
Format
Senior thesis
Language
English
Description
142 Pages

Details

Advisor(s)
Sircar, Ronnie [Browse]
Department
Princeton University. Department of Operations Research and Financial Engineering [Browse]
Class year
2012
Restrictions note
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.

Supplementary Information